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Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + V1a TQQQ or not - Replace UVXY w/ VXX
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based blend that rotates among 3× US stock funds (UPRO/TQQQ), 3× long Treasuries (TMF), cash‑like T‑Bills (BIL) and occasional volatility/semiconductor plays. It uses trend, volatility and buy‑the‑dip checks to toggle risk‑on vs risk‑off.
NutHow it works
Daily it blends three mini-systems. It checks: 1) are stocks or T‑Bills stronger (a “hot/cold” meter), 2) how jumpy markets are, 3) depth of recent drops. If healthy/calm it goes Risk‑ON: 3× S&P/Nasdaq (UPRO, TQQQ) plus 3× long Treasuries (TMF). If weak/scary it parks in T‑Bills (BIL). After sharp 5‑day selloffs it buys dips (UPRO/TQQQ or SOXL). When overheated it may briefly hedge with VXX.
CheckmarkValue prop
High upside with adaptive risk control: OOS annualized return ~53.9% vs SPY ~22.9%, via a dynamic 3× equity/treasury/cash mix and dip-buy hedges. Calmar ~1.24. Expect higher volatility and larger drawdowns than the S&P; for growth-oriented investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.81.380.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.11%13.45%-0.15%0.4%0.75
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + V1a TQQQ or not - Replace UVXY w/ VXX
145,286.39%145.63%7.46%-1.44%2.17
Initial Investment
$10,000.00
Final Value
$14,538,638.68
Regulatory Fees
$31,298.55
Total Slippage
$207,832.72
Invest in this strategy
OOS Start Date
May 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum/trend, volatility targeting, buy-the-dip, risk-on/risk-off, us stocks, treasuries
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 50.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.33%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.